Sj. Szarek et D. Voiculescu, VOLUMES OF RESTRICTED MINKOWSKI SUMS AND THE FREE ANALOG OF THE ENTROPY POWER INEQUALITY, Communications in Mathematical Physics, 178(3), 1996, pp. 563-570
In noncommutative probability theory independence can be based on free
products instead of tensor products. This yields a highly noncommutat
ive theory: free probability theory (for an introduction see [9]). The
analogue of entropy in the free context was introduced by the second
named author in [8]. Here we show that Shannon's entropy power inequal
ity ([6, 1]) has an analogue for the free entropy chi(X) (Theorem 2.1)
. The free entropy, consistent with Boltzmann's formula S = k log W, w
as defined via volumes of matricial microstates. Proving the free entr
opy power inequality naturally becomes a geometric question. Restricti
ng the Minkowski sum of two sets means to specify the set of pairs of
points which will be added. The relevant inequality, which holds when
the set of addable points is sufficiently large, differs from the Brun
n-Minkowski inequality by having the exponent 1/n replaced by 2/n. Its
proof uses the rearrangement inequality of Brascamp-Lieb-Luttinger ([
2]). Besides the free entropy power inequality, note that the inequali
ty for restricted Minkowski sums may also underlie the classical Shann
on entropy power inequality (see 3.2 below).